Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
978642 | Physica A: Statistical Mechanics and its Applications | 2006 | 9 Pages |
Abstract
Surrogate testing is used widely to determine the nature of the process generating the given empirical sample. In the present study, the usefulness of phase-randomized surrogates, amplitude adjusted Fourier transform and iterated amplitude adjusted Fourier transform surrogates on statistical inference of linearly correlated noise with non-Gaussian innovations and their static, invertible nonlinear transforms from their empirical samples are discussed. Existing surrogate testing procedures, which retain the auto-correlation function in the surrogates, may not be appropriate in the presence of non-Gaussian innovations.
Keywords
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Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Radhakrishnan Nagarajan,